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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 120,000 | 120,000 | 119,765 | 119,765 | 183,719 CHF | 184,919 CHF | 92.12% | 92.12% |
| 19/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 120,000 | 120,000 | 119,676 | 119,676 | 167,137 CHF | 168,337 CHF | 91.52% | 91.52% |
| 18/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 120,000 | 120,000 | 119,851 | 119,851 | 169,414 CHF | 170,614 CHF | 91.63% | 91.63% |
| 15/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 120,000 | 120,000 | 119,981 | 119,981 | 173,180 CHF | 174,380 CHF | 94.50% | 94.50% |
| 14/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 120,000 | 120,000 | 119,942 | 119,942 | 176,315 CHF | 177,515 CHF | 94.44% | 94.44% |
| 13/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 120,000 | 120,000 | 119,767 | 119,767 | 179,750 CHF | 180,949 CHF | 92.43% | 92.43% |
| 12/11/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 120,000 | 120,000 | 119,393 | 119,393 | 186,210 CHF | 187,406 CHF | 92.41% | 92.41% |
| 11/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 110,000 | 110,000 | 109,943 | 109,943 | 177,664 CHF | 178,765 CHF | 95.51% | 95.51% |
| 08/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 120,000 | 120,000 | 119,917 | 119,917 | 184,472 CHF | 185,672 CHF | 90.14% | 90.14% |
| 07/11/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 120,000 | 120,000 | 119,937 | 119,937 | 186,176 CHF | 187,376 CHF | 92.24% | 92.24% |
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